+62.9%
XLC vs HBM
+448.1%
-385.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.7% |
| 7D | +6.2% | +2.4% | +3.9% | +5.9% |
| 30D | -2.4% | -16.0% | +13.6% | -0.9% |
| 3M | -3.3% | -21.3% | +18.0% | -1.4% |
| 6M | -7.3% | -12.2% | +4.9% | -7.3% |
| YTD | -7.6% | +10.7% | -18.3% | -11.3% |
| 1Y | -3.7% | +30.3% | -34.0% | -9.8% |
| 3Y | +62.9% | +432.2% | -369.3% | +20.2% |
| All | +62.9% | +448.1% | -385.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling